A food-sophisticated friend reports that the recently opened Lemon Tree Grocer in Downers Grove is very good (much better prepared foods than Whole Foods' deli section, and, more broadly "What Fox & Obel wants to be"). Would like to hear from others on this store as well.
Chicago's food market is fragmented. With the exception of Fox & Obel ( www.fox-obel.com ) near the Loop, which covers a broad range and has top quality but whose selection is somewhat limited and prices are high, you will find the best selection in specialty shops. For the best selection of herbs and spices, your best bet is the Spice House ( www.thespicehouse.com ) or Penzeys ( www.penzeys.com ), each of which has several locations in the city and suburbs. For the best selection of cheese, go to Pastoral ( www.pastoralartisan.com ) in the city, or Caputo Cheese Market ( www.wisconcorp.com/caputocheese.html ) in west suburban Melrose Park or north suburban Lake Forest.
I don't know of markets with a huge selection of French or Spanish goods, but there are numerous Italian markets in the city and suburbs. In addition to Caputo Cheese Market, which has Italian specialties, there are several along Harlem Avenue near Belmont; Convito Cafe and Market ( www.convitocafeandmarket.com ) is in north suburban Wilmette; and Panozzo's ( www.panozzos.com ) is in the South Loop.
Gourmet Frog ( www.frenchrestaurantschicagocatering.com/12-bakery.html ) in north suburban Highwood is the take-out adjunct of Froggy's restaurant next door. They have a *few* French packaged goods, but they are especially notable for their prepared foods. Their pastries are among the very best in the Chicago area, and so are their prepared soups.
You would also probably enjoy looking around at Chicago's new French Market ( www.frenchmarketchicago.com ), which recently opened in one of the commuter train stations just west of the Loop. It has small branches of many food purveyors. And it's convenient if you're taking the train downtown, or if you're driving (with validated free parking).
Depending on where you are located, there may also be some shops in your area that are worth frequenting, which have good quality and selection when you don't want to drive a long distance. For example, there are a couple of places in the Evanston/Skokie/Wilmette area worth going for cheeses, including Schaefer's ( www.schaefers.com ), which is a liquor store with a large cheese department, Foodstuffs ( www.foodstuffs.com ), and don't forget about Whole Foods ( www.wholefoods.com ), which has a good cheese selection also. They're not as huge as Pastoral or Caputo, but sometimes those who live close by don't feel like driving half an hour for one or two items. So if you are interested in places close to you, just let us know which city neighborhood or suburban town you're in and we'll be happy to provide more specific suggestions!